On $\mathcal H^1$ and entropic convergence for contractive PDMP
Probability
2015-09-14 v5
Abstract
Explicit rate of convergence in variance (or more general entropies) is obtained for a class of Piecewise Deterministic Markov Processes such as the TCP process, relying on functional inequalities. A method to establish Poincar\'e (and more generaly Beckner) inequalities with respect to a diffusion-type energy for the invariant law of such hybrid processes is developped.
Cite
@article{arxiv.1404.4220,
title = {On $\mathcal H^1$ and entropic convergence for contractive PDMP},
author = {Pierre Monmarché},
journal= {arXiv preprint arXiv:1404.4220},
year = {2015}
}